Methods for Parameter Estimation of the Negative Binomial-Generalized Exponential Distribution

摘要

We proposed several estimation methods for the parameters of the negative binomial-generalized exponential (NB-GE) distribution. In the simulation study, the maximum likelihood estimation (MLE) with nlm function seems to have the most efficiency to estimate the parameters r, α and β of the NB-GE distribution when it compares with the methods of the moments (MM) and MLE with optim function by using the average mean square error (AMSE) for a criteria. The AMSE values of each parameter estimation methods are decreasing when the sample size increased. Moreover, the example dataset is illustrated. Based on the chi-square values for the fitting distribution via the MLE with nlm function is better than other estimation methods.